Dissertations / Theses on the topic 'Regressão tobit'

In this work, we develop a non-standard linear regression analysis by considering that the dependent variable is censored and also that some of the explanatory variables are measured with additive errors. In addition, our censored measurement error regression model is speci ed by assuming heavy-tailed distributions for the underlying probabilistic process. Speci cally, our analysis focuses on assuming a multivariate Student-t joint distribution for the error terms and the unobserved true covariates. In this sense, the proposed model will be robust enough to protect our inferences of atypical or in uential observations. For the model estimation, we consider the maximum likelihood methodology, in which we include the estimation of the asymptotic variance of the maximum likelihood estimators and we also develop an EM type algorithm to obtain the estimates, and also the Bayesian paradigm, in which we use a data augmentation approach and develop a MCMC algorithm to sample from the posterior distributions. The proposed methodology is exible enough to be adapted for heavy-tailed distributions coming from the class of scale mixture of the normal distribution. The performance of the newly developed methodology is evaluated throughout a Monte Carlo study as well as a case sudy analysis.
Neste trabalho é desenvolvida uma análise de regressão linear considerando que a variável dependente é censurada e também que algumas das variáveis explicativas são medidas com erros aditivos. Esse modelo de regressão censurado com erros de medidas é especificado assumindo distribuições com cauda pesada para o processo probabilístico. Especificamente, assume-se uma distribuição t-Student multivariada para modelar o comportamento conjunto dos erros e das verdadeiras covariáveis não observadas. Nesse sentido, o modelo será robusto o suficiente para proteger as inferências de observações atípicas e influentes. Para a estimação do modelo considera-se a metodologia de máxima verossimilhança, em que inclui-se a estimação da variância assintótica dos estimadores de máxima verossimilhança e também desenvolve-se um algoritmo do tipo EM para obter as estimativas, e também o paradigma bayesiano, onde considera-se o procedimento de aumento de dados e desenvolve-se um algoritmo MCMC para amostrar das distribuições a posteriori. A metodologia proposta flexível o bastante para ser adaptada para distribuições com caudas pesadas vindas da classe de misturas de escala da distribuição normal. A performance da nova metodologia desenvolvida é avaliada através de um estudo Monte Carlo e também de uma análise de um estudo de caso.

Este trabalho apresenta um estudo de dados com resposta em intervalos limitados, mais especificamente no intervalo [0,1], como no caso de taxas e proporções. Em diversos casos práticos esta estrutura de dados apresenta uma quantidade não negligenciável de valores extremos (0 e 1) e que modelos usuais não são adequados para sua análise. Para esta situação propomos, por meio de um enfoque Bayesiano, modelos de regressão beta inflacionado de zeros e uns (BIZU) e modelos de regressão Tobit duplamente censurado adaptados nesse intervalo. Técnicas de diagnóstico e qualidade do ajuste também são discutidas. Apresentamos a análise desta estrutura de dados no contexto de série de tempo por meio da abordagem Bayesiana de modelos dinâmicos. Estudos de comportamento e previsão de séries de tempo foram explorados utilizando técnicas de Monte Carlo sequencial, conhecidas como filtro de partículas. Particularidades e competitividade entre as duas classes de modelos também foram discutidas.
This paper presents a study focused on observations in a limited interval , more specifically in [0,1] , such as rate and proportion data. In many practical cases this data structure has a considerable amount of extreme values (0 and 1) and usual classical models are not suitable for this type of data set. We propose two class of regression models to deal with this context: beta inflated of zeros and ones (BIZU) models and Tobit doubly censored models adapted in this interval. Fit quality and diagnostic techniques are also discussed. Time series of proportions are also developed through Bayesian dynamic models. Forecasting and behavioral analysis were explored using sequential Monte Carlo techniques, known as particle filters. Particularities and competitiveness between the two classes of models were also discussed as well.

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A melhoria da eficiência e da produtividade nas operações tornou-se um desafio constante para as empresas de serviços. Apesar da relevância do tema, trabalhos que exploram a eficiência e produtividade em operações de serviços, por meio de elementos objetivos, são escassos na literatura. Ademais, pesquisas que abordam eficiência e produtividade têm sido direcionadas para o ambiente de manufatura. Neste sentido, a avaliação da eficiência nas operações de serviços, baseado em elementos concretos, torna-se uma importante ferramenta para as empresas tomarem decisões. Este estudo analisa a eficiência e as influências dos clientes na operação de uma locadora de veículos. A eficiência foi analisada longitudinalmente baseada na avaliação dos contratos de serviços por meio da Análise Envoltória de Dados (DEA) e Análise de Variância (ANOVA). Três perspectivas foram consideradas na análise da eficiência, a saber: perspectiva do cliente, perspectiva do prestador de serviços e perspectiva integrada. As influências dos clientes na operação foram analisadas por meio da técnica estatística Regressão Tobit. Os resultados mostram que a eficiência na perspectiva dos clientes é significativamente diferente da eficiência para o prestador de serviços e eficiência integrada. Ainda, observa-se que os clientes influenciam, substancialmente, a eficiência da operação do serviço por meio de suas características.
The efficiency and productivity improvement in operations has become a constant challenge for companies and services. Although the relevance of this issue, there are few academic works regarding efficiency and productivity in service operations by objective elements. Moreover, researches concerning efficiency and productivity have been oriented to manufacture environment. In this sense, the efficiency evaluation in the service operations based on concrete elements becomes an important tool for the decision making of companies. This paper analyses the efficiency and the influence of clients in the operation of a car rental company. The efficiency was longitudinally analyzed based on the evaluation of service contracts by the Data Envelopment Analysis (DEA) and Analysis of Variance (ANOVA). Three perspectives were considered in the efficiency analysis: client perspective, service provider perspective and integrated perspective. The influences of the clients in the operation were analyzed by Tobit Regression statistic technique. The results show that the efficiency based on the client perspective is significantly different from the ones from service provider and integrated perspectives. Moreover, it is observed that the clients influenced significantly the efficiency in service operations through its characteristics.

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O Brasil precisa de um setor siderúrgico eficiente e competitivo para enfrentar a concorrência externa. A siderurgia é um ramo da metalurgia responsável pela fabricação do aço, e dentre os processos produtivos do setor, destaca-se o processo de laminação do aço, que utiliza fornos de reaquecimento. Esta pesquisa emprega a modelagem com as técnicas do Pensamento Sistêmico e da Dinâmica de Sistemas na formulação de um modelo computacional no contexto dos fornos de reaquecimento. A partir da validação do modelo, são utilizadas a Análise Envoltória de dados, para avaliar a eficiência técnica, e a regressão Tobit, para identificar variáveis estatisticamente significantes. Essas variáveis são usadas para definição dos cenários simulados. Posteriormente, as eficiências dos cenários são avaliadas por meio de estatística descritiva. Também são avaliados alvos e folgas e é testada a hipótese de igualdade da média com o teste de Welch e Post-Hoc Kruskal-Wallis. Finalmente, é realizada a análise explicativa e, com a aplicação da técnica computacional da Rede Neural Artificial, são identificadas as variáveis prevalentes da eficiência técnica do forno de reaquecimento. Tal estudo possibilita e estimula o planejamento, a gestão e a tomada de decisão a partir da análise das melhores opções. Permite, ainda, a tomada de ações com base no conhecimento prévio, contribuindo para iniciativas pontuais e focadas na competitividade.
Brazil needs an efficient and competitive steel sector to face external competition. The siderurgy is a branch of metallurgy responsible for steelmaking, and among the productive processes in the industry the steelmaking process that uses the reheating furnaces can be highlighted. This research employs the modeling with the techniques of Systemic Thinking and Systems Dynamics in the formulation of a computational model in the context of reheating furnaces. Then, using the validated model, Data Envelopment Analysis was used, evaluating the technical efficiency and the use of the Tobit regression of statistically significant variables. These variables are used to define the simulated scenarios. Subsequently, the scenarios efficiencies were evaluated by means of descriptive statistics, evaluated targets and backlash and tested the hypothesis of equality of the average with the test of Welch and Post-Hoc Kruskal-Wallis. Finally, the explanatory analysis and identified with the application of the computational technique of the Artificial Neural Network are the prevalent variables of the technical efficiency of the reheating furnace. This study enables and stimulates planning, management and decision making based on the analysis of the best options and allows the taking of actions based on previous knowledge, and thus contributes to specific initiatives focused on competitiveness.

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O presente estudo investigou o impacto da adesão dos Hospitais Universitários Federais à Empresa Brasileira de Serviços Hospitalares (EBSERH) no desempenho assistencial e de ensino considerando os três estágios do processo de transição. A amostra foi composta por 32 hospitais universitários federais entre 2011 e 2015. Destes, 24 aderiram contratualmente à EBSERH e 8 não aderiram. Foi utilizado um modelo da análise envoltória de dados (DEA) para estimar o desempenho dos hospitais e, no segundo estágio, o escore obtido foi aplicado como variável dependente em modelo de regressão Tobit (truncado entre 0 e 1) com indicadores hospitalares e de ensino como variáveis independentes. Os resultados obtidos mostraram que a gestão pela EBSERH não impacta estatisticamente os escores de eficiência dos hospitais avaliados em nenhum dos estágios do processo de transição. Todavia, as variáveis funcionários por leito e intensidade de ensino mostraram associação positiva com o desempenho dos hospitais e as variáveis tempo médio de permanência e dedicação ao ensino tiveram comportamento contrário. Novas análises do impacto da adesão dos hospitais à EBSERH devem ser realizadas após ampla consolidação da empresa como forma de avaliar a política de gestão desse importante segmento da prestação de serviços públicos a longo prazo
The present study investigated the impact of the adherence of the Federal University Hospitals to the Hospital Service Brazilian Company (EBSERH) in the care and teaching execution considering the three phases of the transition process. The pattern was composed of 32 federal university hospitals between 2011 and 2015. Among those, 24 adhered contractually to the EBSERH and 8 did not adhere. A model of the data envoltory analysis was used (DEA) to estimate the execution of the hospitals and, in the second phase, the obtained score was applied as dependent variable in Tobit regression model (truncate between 0 and 1) with hospital and teaching indicators as independent variables. The obtained results showed that the administration by the HSBC does not impact statistically the efficiency scores of the evaluated hospitals in none of the transition process phases. Nonetheless, the employees for bed and teaching intensity variables showed positive association with the execution of the hospitals and the average time of stay and dedication to the teaching variables had opposed behavior. New analysis of the impact of the adherence of the hospitals to the HSBC must be done after wide consolidation of the company as a way to evaluate the administration policy of such an important segment of the public services at long term

Master of Science
Department of Statistics
Weixing Song
In the classical Tobit regression model, the regression error term is often assumed to have a zero mean normal distribution with unknown variance, and the regression function is assumed to be linear. If the normality assumption is violated, then the commonly used maximum likelihood estimate becomes inconsistent. Moreover, the likelihood function will be very complicated if the regression function is nonlinear even the error density is normal, which makes the maximum likelihood estimation procedure hard to implement. In the full nonparametric setup when both the regression function and the distribution of the error term [epsilon] are unknown, some nonparametric estimators for the regression function has been proposed. Although the assumption of knowing the distribution is strict, it is a widely adopted assumption in Tobit regression literature, and is also confirmed by many empirical studies conducted in the econometric research. In fact, a majority of the relevant research assumes that [epsilon] possesses a normal distribution with mean 0 and unknown standard deviation. In this report, we will try to develop a semi-parametric estimation procedure for the regression function by assuming that the error term follows a distribution from a class of 0-mean symmetric location and scale family. A minimum distance estimation procedure for estimating the parameters in the regression function when it has a specified parametric form is also constructed. Compare with the existing semiparametric and nonparametric methods in the literature, our method would be more efficient in that more information, in particular the knowledge of the distribution of [epsilon], is used. Moreover, the computation is relative inexpensive. Given lots of application does assume that [epsilon] has normal or other known distribution, the current work no doubt provides some more practical tools for statistical inference in Tobit regression model.

Master of Science
Department of Statistics
Weixing Song
A nonparametric lack-of-fit test is proposed to check the adequacy of the presumed parametric form for the regression function in Tobit regression models by applying Zheng's device with weighted residuals. It is shown that testing the null hypothesis for the standard Tobit regression models is equivalent to test a new null hypothesis of the classic regression models. An optimal weight function is identified to maximize the local power of the test. The test statistic proposed is shown to be asymptotically normal under null hypothesis, consistent against some fixed alternatives, and has nontrivial power for some local nonparametric power for some local nonparametric alternatives. The finite sample performance of the proposed test is assessed by Monte-Carlo simulations. An empirical study is conducted based on the data of University of Michigan Panel Study of Income Dynamics for the year 1975.

Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais
A eficiência aeroportuária tem sido uma temática bastante discutida nos últimos anos devido a sua grande importância como indicador de desempenho. Existe uma grande diversidade de pesquisas nesta área, relativamente aos aeroportos de vários cantos do mundo, recorrendo ao uso de uma infinidade de metodologias. No entanto, no continente africano, a literatura nesta área se afigura ainda bastante incipiente. Sobre a eficiência aeroportuária em Moçambique existe apenas um estudo publicado em junho do presente ano. A presente pesquisa avalia a eficiência dos aeroportos de Moçambique no período de 2004 a 2010 com recurso a metodologia Data Envelopment Analysis. Os objectivos do trabalho circunscrevem-se em a) descrever e analisar a performance aeroportuária dos aeroportos moçambicanos através de índices de eficiência do modelo CCR e BCC obtidos pelo DEA e b) avaliar quais factores podem explicar os índices de eficiência CCR encontrados no primeiro objectivo, por meio de uma regressão Tobit com bootstrapping. Os factores em análise compreenderam: o PIB percapita, o turismo, a % de tráfego internacional, a característica hub/spoke e a localização do aeroporto. Os resultados do estudo apontaram para uma eficiência relativa elevada em seis dos dez aeroportos estudados. Concluiu-se ainda, que o turismo e a % de tráfego internacional são factores com influência estatisticamente significativa e positiva na eficiência dos aeroportos moçambicanos.
The airport efficiency has been a subject much discussed in recent years due to its importance as an indicator of performance. There is a wide diversity of research in this area, for several airports around the world, resorting to the use of a multitude of methodologies. However, in Africa, the literature in this area appears to be still very low, while in Mozambique there is only one research on the subject. This study evaluates the efficiency of airports in Mozambique in the period 2004 to 2010 using Data Envelopment Analysis methodology. The objectives of the work is confined to a) describe and analyze the performance of airport Mozambican airports using index of efficiency obtained by the CCR and BCC DEA models and b) assess which factors may explain the CCR efficiency index found in the first goal, by using a Tobit regression with bootstrapping. The factors analyzed included: per capita GDP, tourism, % of international traffic, the hub feature and the location of airports. Study results pointed to a high relative efficiency in six of the ten airports studied. The tourism and the % of international traffic proved to be the factors with statistically significant and positive influence on the efficiency of the Mozambican airports.

Master of Science
Department of Statistics
Weixing Song
The goal of this report is to compare various estimation procedures on regression models in which the dependent variable has a restricted range. These models, called Tobit models, are seeing an increase in use among economists and market researchers, specifically. Only the standard Tobit regression model is discussed in the report. First we will examine the five estimation methods discussed in Amemiya (1984) for standard Tobit model. These methods include Probit maximum likelihood, least squares, Heckman’s two-step, Tobit maximum likelihood, and the EM algorithm. We will examine the algorithm utilized in each method’s estimation process. We will then conduct simulation studies using these estimation procedures. Twelve scenarios have been considered consisting of three different truncation threshold on the response variable, two distributions of covariates, and the error variance known and unknown. The results are reported and a discussion of the goodness of each method follows. The study shows that the best method for estimating Tobit regression models is indeed the Tobit maximum likelihood estimation. Heckman’s two-step method and the EM algorithm also estimate these models well when the truncation rate is low and the sample size is large. The simulation results show that the Least squares estimation procedure is far less efficient than other estimation procedures.

Master of Science
Department of Statistics
Weixing Song
The purpose of this report is to propose and evaluate two lack-of-fit test procedures to check the adequacy of the regression functional forms in the standard Tobit regression models. It is shown that testing the null hypothesis for the standard Tobit regression models amounts testing a new equivalent null hypothesis of the classic regression models. Both procedures are constructed based on the empirical variants of a minimum distance, which measures the squared difference between a nonparametric estimator and a parametric estimator of the regression functions fitted under the null hypothesis for the new regression models. The asymptotic null distributions of the test statistics are investigated, as well as the power for some fixed alternatives and some local hypotheses. Simulation studies are conducted to assess the finite sample power performance and the robustness of the tests. Comparisons between these two test procedures are also made.

Recently, variable selection in high-dimensional data has attracted much research interest. Classical stepwise subset selection methods are widely used in practice, but when the number of predictors is large these methods are difficult to implement. In these cases, modern regularization methods have become a popular choice as they perform variable selection and parameter estimation simultaneously. However, the estimation procedure becomes more difficult and challenging when the data suffer from outliers or when the assumption of normality is violated such as in the case of heavy-tailed errors. In these cases, quantile regression is the most appropriate method to use. In this thesis we combine these two classical approaches together to produce regularized quantile regression methods. Chapter 2 shows a comparative simulation study of regularized and robust regression methods when the response variable is continuous. In chapter 3, we develop a quantile regression model with a group lasso penalty for binary response data when the predictors have a grouped structure and when the data suffer from outliers. In chapter 4, we extend this method to the case of censored response variables. Numerical examples on simulated and real data are used to evaluate the performance of the proposed methods in comparisons with other existing methods.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
This work aims to fill a gap in the literature on modeling asymmetric and censored data. The main objective is to provide a contribution by developing two models, which will be presented in two papers, respectively. In the first paper, we develop the tobit-Birnbaum-Saunders model, a variation of the standard tobit model. We discuss estimation based on the maximum likelihood method, residuals, diagnostic techniques and an empirical application. In the second paper, we propose the use of a mixture between the Birnbaum-Saunders and Bernoulli distributions. The objective is to generalize the tobit-Birnbaum-Saunders model in order to consider the possibility of partial observations below a cutoff point. For the mixture model, we carry out a Monte Carlo simulation study and an empirical application. The results show that, in both cases, the Birnbaum-Saunders distribution provides the best results.
Este trabalho visa preencher uma lacuna existente na literatura pertinente à modelagem de dados assimétricos e censurados. O objetivo principal é oferecer uma contribuição via o desenvolvimento de dois modelos, os quais serão apresentados em dois artigos. No primeiro artigo é proposto o modelo tobit-Birnbaum-Saunders, ou seja, uma variação do modelo tobit clássico, com estimação baseada no método de máxima verossimilhança, resíduos, técnicas de diagnóstico e uma aplicação a dados reais. No segundo artigo é abordada a utilização de um modelo de mistura entre as distribuições Birnbaum-Saunders e Bernoulli, de modo a generalizar o modelo tobit-Birnbaum-Saunders e considerar a possibilidade de observações parciais abaixo do ponto de corte. Para o modelo de mistura são realizadas simulações de Monte Carlo e uma aplicação a dados reais. Os resultados mostram que, em ambos os casos, a distribuição Birnbaum-Saunders oferece os melhores resultados.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
In this thesis, we extend the analysis of multivariate Seemingly Unrelated Regression (SUR) Tobit models by modeling their nonlinear dependence structures through copulas. The capability in coupling together the diferent - and possibly non-normal - marginal distributions allows the exible modeling for the SUR Tobit models. In addition, the ability to capture the tail dependence of the SUR Tobit models where some data are censored (e.g., in econometric analysis, clinical essays, wide range of political and social phenomena, among others, data are commonly left-censored at zero point, or right-censored at a point d > 0) is another useful feature of copulas. Our study proposes a modified version of the (classical) Inference Function for Margins (IFM) method by Joe & Xu (1996), which we refer to as MIFM method, to obtain the (point) estimates of the marginal and copula association parameters. More specifically, we use a (frequentist) data augmentation technique at the second stage of the IFM method (the first stage of the MIFM method is equivalent to the first stage of the IFM method) to generate the censored observations and then estimate the copula parameter. This procedure (data augmentation and copula parameter estimation) is repeated until convergence. Such modification at the second stage of the usual method is justified in order to obtain continuous marginal distributions, which ensures the uniqueness of the resulting copula, as stated by Sklar (1959)'s theorem; and also to provide an unbiased estimate of the copula association parameter (the IFM method provides a biased estimate of the copula parameter in the presence of censored observations in the margins). Since the usual asymptotic approach, that is the computation of the asymptotic covariance matrix of the parameter estimates, is troublesome in this case, we also propose the use of resampling procedures (bootstrap methods, like standard normal and percentile by Efron & Tibshirani (1993), and basic bootstrap by Davison & Hinkley (1997)) to obtain con_dence intervals for the copula-based SUR Tobit model parameters.
Nesta tese de doutorado, consideramos os chamados modelos SUR (da expressão Seemingly Unrelated Regression) Tobit multivariados e estendemos a análise de tais modelos ao empregar funções de cópula para modelar estruturas com dependência não linear. As cópulas, dentre outras características, possuem a importante habilidade (vantagem) de capturar/modelar a dependência na(s) cauda(s) do modelo SUR Tobit em que alguns dados são censurados (por exemplo, em análise econométrica, ensaios clínicos e em ampla gama de fenômenos políticos e sociais, dentre outros, os dados são geralmente censurados à esquerda no ponto zero, ou à direita em um ponto d > 0 qualquer). Neste trabalho, propomos uma versão modificada do método clássico da Inferência para as Marginais (IFM, da expressão Inference Function for Margins), originalmente proposto por Joe & Xu (1996), a qual chamamos de MIFM, para estimação (pontual) dos parâmetros do modelo SUR Tobit multivariado baseado em cópula. Mais especificamente, empregamos uma técnica (frequentista) de ampliação de dados no segundo estágio do método IFM (o primeiro estágio do método MIFM é igual ao primeiro estágio do método IFM) para gerar as observações censuradas e, então, estimamos o parâmetro de dependência da cópula. Repetimos tal procedimento (ampliação de dados e estimação do parâmetro da cópula) até obter convergência. As razões para esta modificação no segundo estágio do método usual, são as seguintes: primeiro, construir/obter distribuições marginais contínuas, atendendo, então, ao teorema de unicidade da cópula resultante de Sklar (Sklar, 1959); e segundo, fornecer uma estimativa não viesada para o parâmetro da cópula (uma vez que o método IFM produz estimativas viesadas do parâmetro da cópula na presença de observações censuradas nas marginais). Tendo em vista a dificuldade adicional em calcular/obter a matriz de covariâncias assintótica das estimativas dos parâmetros, também propomos o uso de procedimentos de reamostragem (métodos bootstrap, tais como normal padrão e percentil, propostos por Efron & Tibshirani (1993), e básico, proposto por Davison & Hinkley (1997)) para a construção de intervalos de confiança para os parâmetros do modelo SUR Tobit baseado em cópula.

To the best of my knowledge, there has not been any academic study about capital structure of Turkish REITs so far. This study attempts to fulfill this gap in the literature by analyzing the capital structure choices of Turkish REITs which are listed in Istanbul Stock Exchange (ISE) over the period of 1998 - 2007. The key contribution of this study is to understand whether the firm specific, institutional and country specific factors that affect the capital structures of all institutional firms including REITs in developed and developing countries are also applicable to the Turkish REITs sector. The data analysis demonstrates that Turkish REITs employ little long term debt in their capital structure and there exists strong short term debt dominance in the sector. Employing Tobit regression and panel data models, it is concluded that capital structure determinants that are significant in developed and developing countries are also significant in Turkish REITs&
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debt financing choices. However, we observe inconsistency in the sign and significance of some factors which give a way to understand the different institutional and country specific factors of Turkish real estate market and Turkish REITs.

Neste trabalho estudou-se a existência de viés de gênero nas escolhas familiares em gastar recursos na educação dos filhos e filhas. Foi obtida uma amostra de 11386 famílias da Pesquisa de Orçamentos Familiares - POF 2002-2003 do Instituto Brasileiro de Geografia e Estatística (IBGE). As famílias tinham filhos e filhas entre 7 e 20 anos de idade, com pelo menos um deles matriculado e sem que outro membro da família, pais ou outros parentes, também estivesse matriculado. Curvas de Engel para as despesas com educação e para gastos com grupos de itens de despesas educacionais foram estimadas. Entre as variáveis explicativas estão o número de filhos e número de filhas matriculados e o número de filhos e o número de filhas não matriculados segundo faixas etárias. Outras variáveis socioeconômicas e demográficas controlaram as demais características familiares. Como 2066 famílias não apresentaram despesas com educação, as curvas de Engel foram estimadas com a utilização de modelos Tobit. As curvas de Engel também foram estimadas por Mínimos Quadrados e os resultados comparados com os obtidos pelos modelos Tobit. A igualdade entre os parâmetros estimados do número de filhos e filhas matriculados em cada faixa etária foi verificada com testes de Wald, isto para os dois procedimentos de estimação utilizados. Os resultados econométricos foram consistentes com a hipótese do trade-off quantidade qualidade existente nas decisões familiares de alocar recursos para a prole, pois o número total de filhos e filhas pressionou as despesas com educação a taxas decrescentes. As análises das despesas com educação, realizadas com os dois procedimentos de estimação, indicaram diferenças significativas no impacto causado por filhos e filhas matriculados nas faixas etárias de 7 a 10 anos e de 15 a 20 anos, com viés pró-feminino. A análise dos gastos com mensalidades escolares com modelos Tobit indicou diferenças significativas para duas faixas etárias, de 11 a 14 anos e de 15 a 20 anos, com viés pró-feminino na última faixa. Com Mínimos Quadrados houve viés pró-feminino na faixa de 15 a 20 anos, nas demais faixas não houve diferenças significativas. Quando foram analisados os gastos com cursos não regulares com um modelo Tobit, foram observadas diferenças significativas de 7 a 10 anos e de 11 a 14 anos, as duas pró-femininas. Ao analisar os gastos com cursos não regulares por Mínimos Quadrados, detectou-se viés pró-masculino na faixa etária de 11 a 14 anos e viés pró-feminino nas demais faixas. Entre as demais estimativas não houve diferenças significativas ou elas foram pró-femininas, independente do procedimento de estimação. Os resultados indicam que a formação das jovens não sofreu discriminação no que tange à disposição das famílias de gastarem com a formação de sua prole, salvo as duas exceções mencionadas. Estes resultados mostraram-se consistentes com o cenário favorável à escolarização feminina no Brasil já apontado em outros estudos.
This study investigated the gender bias presence within the family choices about spending resourses with their children\'s education. A sample of 11386 families was obtained from Household Budget Survey - POF 2002-2003, of the Brazilian Institute of Geography and Statistic - IBGE. The families had children between 7 and 20 years old, with at least one of them enrolled, considering that no other member of the family, parents or relatives, was enrolled. Engel curves for the overall expenses and for expenditures with educational item groups were estimated. The number of sons and daughters enrolled and the number of sons and daughters not enrolled according to age level are among the explanatory variables. Other socioeconomics and demographic variables controlled the rest of the family characteristics. As 2066 families did not showed expenses with education, the Engel curves were estimated using Tobit models. The Engel curves were also estimated by the method of Least Squares and the results were compared to the ones obtained by Tobit model. The equity between the estimated parameters of the number of sons and daughters enrolled in each age level was verified with Wald test for both the estimation procedures used. The econometric results were consistent with the hypothesis of quantity-quality trade-off which exists within the family decisions when allocating resourses for their children because the total number of children pressed the educational expenditures at decreasing rates. The analysis of total expenses with education, accomplished by both the estimation procedures, indicated significant differences in the impact caused by sons and daughters enrolled at the age level from 7 to 10 and from 15 to 20 with pro-female bias. The analysis of the expenditures with school monthly fees with Tobit models indicated significant differences for both age levels, from 11 to 14 and from 15 to 20, with a pro-female bias in the latter level. With the Minimum Square method there was a pro-female bias in the level of age from 15 to 20 years old, in the other levels there were no significant differences. When the expenditures with non regular courses were analyzed with Tobit model, significant differences were observed from 7 to 10 and from 11 to 14 years old, both pro-female. When the expenditures with non regular courses were analyzed with the Minimum Square method a pro-male bias was detected in the age level from 11 to 14 and a pro-female bias in the other levels. Among the other estimations there were no significant differences or they were pro-female, despite the estimation procedure. The results show that the young girls\' education did not suffer any discrimination related to the family disposition of spending with their children\'s education, apart from the two exceptions mentioned. These results are consistent with the favorable scenario to the female education in Brazil already pointed out in other studies.

Thesis (M. S.)--Public Policy, Georgia Institute of Technology, 2009.
Committee Chair: Dr. William L. Waugh; Committee Member: Dr. Ronald G. Cummings; Committee Member: Dr. Douglas S. Noonan; Committee Member: Dr. Robert B. Olshansky; Committee Member: Dr. Christopher M. Weible

碩士
國立臺灣科技大學
科技管理所
100
To evaluate the performance of mobile banking-related (or mbanking-related) service process, the new methodology of Data Envelopment Analysis (DEA)—“Two-Stage Network DEA” combined with “Network-Based Ranking Method”—is adopted in this research, including Tobit Regression Analysis. In fact, bankers had launched STK and WAP mbanking since 1999, only to find failures because of few users. Nevertheless, with the popularity of 3G telecommunication and smart phones, people’s consumption styles have been changing very much. Bankers have started promoting APP mbanking recently to make consumers’ cash flows under their control. With the review of mbanking’s literatures, we can find out most of them are connected to the reason why consumers adopt mbanking, but literatures about performance of mbanking are rare. While market investigation or financial data is often used by bankers to evaluate mbanking’s performance, it cannot reflect the characteristics of a bank’s multi-input and multi-output at all. Therefore, in this study the related internal operating process of mbanking is divided into two stages—“service penetration” and “profit generation”. Besides, DEA is also applied to dig out relatively efficient banks, and benchmark is filtered by alpha centrality from the concept of social network analysis. Finally, Tobit regression is adopted to examine whether mbanking and other factors may influence the efficiency of entire process and each stage. The result is that mbanking-experienced banks have better performances integrally, but it matters only for “service penetration”, not for “profit generation”. Besides, most banks are inefficient in mbanking-related service process, so the fundamental way is to improve efficiency of service process.

碩士
國立臺北大學
企業管理學系碩士在職專班
97
Our research apply the effect of operating performance indicators (stock pledge, the gross rate of sales, profit margin on sales before tax, and total assets ) of computer peripherals industry to explain Tobin-Q the result can predict the investors behavior. Data come from TEJ and Market Observation Post System over 2003 to 2007, including 53 listed companies. We use time-series/cross-section pooling regression to analysis our data. Our results with autocorrelation model show that there is a significant effect from independent variables (stock pledge, the gross rate of sales, profit margin on sales before tax, and total assets ) to dependent variable. Under the hypothesis, we can predict reasonably the value of Tobin-Q. The results are as follows： 1. There is a negative relationship between stock pledge and the value of Tobin-Q. The stock pledge is higher, that means the board of directors and supervisors think the future of these firms is unpromising or they are short of capital. It will reduce the willingness of investors. 2. There is a positive relationship between the gross rate of sales and the value of Tobin-Q. Firms will have highly growth when they have higher gross rate of sales. And the willingness of investment of investors will be higher. 3. There is a positive relationship between profit margin on sales before taxes and the value of Tobin-Q. When investors may gain more profit, their willingness to invest will be higher. 4. There is a negative relationship between total assets (log) and the value of Tobin-Q. When the business scale expanded to a certain degree, investors will consider the operating risk and reduce the willingness of investment.

An everyday need of retail firms operating in saturated markets, where they face fierce competition, is the accurate and unbiased analysis of store performance. The aim of this work is to analyse and benchmark store efficiency and propose targets for store performance improvement in a Portuguese Retail Group. Panel data for 27 stores in the period 2015 to 2017 has been used to allow the assessment of store efficiency and the setting of improvement goals for the inefficient units, while identifying adequate efficiency drivers. The methodologies and literature review allowed the identification of the techniques to be applied in the study: 1) Data Envelopment Analysis, to measure stores relative efficiency and to set improvement targets to the stores under analysis; 2) Tobit Regression Model, to identify the predominant factors leading to efficiency. Literature review and analysis of the available dataset enabled the selection of the variables to be used when applying each of the above techniques. The work undertaken led to a number of important conclusions, regarding different aspects of this real life multivariable problem: 1) identification of efficient and inefficient stores; 2) store efficiency distribution by geographical location; 3) evolution of store efficiency over the time; 4) definition of performance targets for the inefficient stores; 5) benchmark highest performing units against lowest performing units with different indicators and 6) identification and quantification of the environmental factors influencing store efficiency.
As empresas de retalho que operam em mercados saturados, com uma concorrência feroz, têm a necessidade constante de fazer uma análise precisa e imparcial do desempenho das suas lojas. O objetivo deste trabalho é analisar e comparar a eficiência das lojas um grupo de retalho em Portugal propondo objetivos de melhoria de desempenho. Foram utilizados dados em painel para 27 lojas referentes ao período de 2015 a 2017, para avaliar a eficiência das lojas e estabelecer objetivos de melhoria para as unidades ineficientes, identificando também os fatores com maior impacto na eficiência. As metodologias e a revisão de literatura permitiram a identificação das técnicas a aplicar no estudo: 1) Data Envelopment Analysis, para medir a eficiência relativa e definir objetivos de melhoria para as lojas em análise; 2) Tobit Regression Model, para identificar os fatores predominantes que conduzem à eficiência. A revisão de literatura e a análise da amostra disponível suportaram a seleção das variáveis a serem utilizadas na aplicação de cada uma das técnicas. O trabalho realizado conduziu um conjunto de conclusões importantes, relativamente a diferentes aspetos deste problema real multivariável: 1) identificação das lojas eficientes e ineficientes; 2) distribuição da eficiência das lojas por localização geográfica; 3) evolução da eficiência das lojas ao longo do tempo; 4) definição de objetivos de desempenho para as lojas ineficientes; 5) Comparação das lojas de elevado e baixo desempenho relativamente a diferentes indicadores e 6) a identificação e quantificação das variáveis ambientais que afetam a eficiência.

Climate change implication and rural livelihood capitals remain the major inextricable dimensions of sustainability in this twenty first century globally. As a result, the impact and outcome of climate change on rural livelihood capitals, including economic development cannot be overemphasized in Ngaka Modiri Molema District Municipality of the North West Province of South Africa, where the study took place. It is one of the largest maize production regions in South Africa, where a preponderance of the people in the province obtain their livelihood from agriculture which contributes enormously to the promotion of household’s food security. The study, therefore, investigated the adaptation strategies, awareness of climate change, factors that influenced climate change adaptation in North West Province of South Africa, with the aim of ascertaining the effects of climate change on livelihood capitals among small and emerging maize farmers. Stratified random sampling technique was used to select three hundred and forty-six (346) farmers who were interviewed from the study area, while a pre-tested questionnaire was administered to the maize farmers, aiming at matters related to climate change impact on livelihood and adaptation. Data were analyzed using descriptive statistics while inferential statistical tools employed were Principal Component Analysis, Two-Stage Least Square regression model, Binary Logistic regression model, and Tobit regression model. The results of the study showed that climate change was linked to rural livelihood capitals as climate change awareness, low profit and co-operative finance were statistically significant (p<0.05). The study also established that majority of the rural farmers in the study area were aware of climate change, in which farm size, education, ownership of the farm, information received on climate change, source of climate change information, climate change information through extension services, channel of information received on climate change and support received on climate change were statistically significant (p<0.05). Factors such as farm size, household gender, type of farms, who owns the farm, land acquisition, source of climate change information, support received on climate change, and adaptation barrier were statistically significant (p<0.05) and influenced climate change adaptation in the study area. Conclusively, climate change is entwined with rural livelihood, and the variables that are significant to the study were identified. It was therefore recommended that government intervention, access to information, extension service and support, farmers’ networking, adoption of drought and heat stress tolerant seeds, indigenous knowledge should be improved, practiced and promoted among the rural farmers and the stakeholders involved in the study area.
Agriculture, Animal Health and Human Ecology
D. Phil. (Agriculture)

Indiana University-Purdue University Indianapolis (IUPUI)
Linking the new institutionalism to entrepreneurial orientation (EO), my dissertation investigates institutional forces and entrepreneurial forces—two contradicting types of forces—as main effects and moderating effects upon practices and performance of organizations embedded in the institutional duality. The case chosen observes unique hybrid funders that this study collectively calls social investment funders (SIF), which integrate philanthropy and venture capital investment to create and implement a venture philanthropy model for a pursuit of their mission. A theoretical framework is developed to propose regulative and normative pressures from two dominant institutions governing SIFs. Original data collected from 146 organizations are scrutinized by moderated multiple regressions for two empirical studies: Study 1 for effects on SIFs’ venture philanthropy practices, and Study 2 for effects on SIFs’ social and financial performance. Multiple imputations, diagnostic analyses, and several post hoc analyses are also conducted for robustness of data and results from multiple regression analyses. Results from these analyses find that EO and venture capital institutional forces both enhance SIFs’ venture philanthropy practices. A hypothesis postulated for a negative relationship between the nonprofit status and venture philanthropy practices is also supported. Results from moderated regression analyses, along with a subgroup and EO subdimension analyses, confirm a moderating effect between EO and the nonprofit status, i.e., a regulative institutional pressure. A positive relationship is found in EO- financial performance, but not in EO-social performance. While support is lent to hypotheses posited for a social/financial performance relationship with donors’/investors’ demand for social outcomes, and with the management team’s training in business, the overall results remain mixed for Study 2. Nonetheless, this dissertation appears to be the first study to theorize and test EO as a micro-level condition enabling organizations to strategically shape and resist institutional pressures, and it reinforces that organizations’ behavior is not merely a product of their passive conformity to environmental forces, but of the agency, also. As such, this study aims to contribute to scholarly efforts by the “agency camp” of the new institutionalism and EO, answering a call from the leading scholars of both EO (Miller) and the new institutionalism (Oliver).